Ders Adı Kodu Yarıyıl T+U Saat Kredi AKTS
Tıme Serıes Analysıs EKO 557 0 3 + 0 3 6
Ön Koşul Dersleri
Önerilen Seçmeli Dersler
Dersin Dili Türkçe
Dersin Seviyesi YUKSEK_LISANS
Dersin Türü Seçmeli
Dersin Koordinatörü Prof.Dr. HİLAL YILDIZ
Dersi Verenler Prof.Dr. HİLAL YILDIZ,
Dersin Yardımcıları
Dersin Kategorisi Diğer
Dersin Amacı
Dersin İçeriği
# Ders Öğrenme Çıktıları Öğretim Yöntemleri Ölçme Yöntemleri
1 Lecture, Testing,
2 Discussion, Oral Exam,
3 Drilland Practice, Homework,
Hafta Ders Konuları Ön Hazırlık
1 Time Series Components
2 Time Series Models - 1
3 Time Series Models - 2
4 Stationarity Concept
5 Unit Root Tests -1
6 Unit Root Tests -2
7 VAR Analysis
8 Cointegration Tests - 1
9 Cointegration Tests - 2
10 The concept of causality
11 Causality Test
12 Impact of Structural Break
13 Allow the Structural Break Unit Root Tests
14 Allow the Structural Break Cointegration Tests
Kaynaklar
Ders Notu Mustafa Sevüktekin, Mehmet Çınar, 2014, Ekonometrik Zaman Serileri Analizi, Dora<br>Ruey S. Tsay , 2010, Analysis of Financial Time Series, Wiley<br>Terence C. Mills, Raphael N. Markellos, 2008, The Econometric Modelling of Financial Time Series, Cambridge
Ders Kaynakları
Sıra Program Çıktıları Katkı Düzeyi
1 2 3 4 5
1 Economic and financial issues in conjunction with the expansion and deepening of information by econometric analysis information to evaluate, interpret and apply X
2 Using the theoretical knowledge in finance and economics combine the ability to apply scientific methods and knowledge of econometric methods to analyze and interpret X
3 Problems experienced in the financial sector to analyze with scientific methods and solutions development X
4 The oral and visual way to transfer to Current developments in the financial sector, for the financial sector and outside groups as written X
5 Both public as well as how it should be in the private sector require highly skilled personnel; have the theoretical knowledge and practical advanced analysis capabilities in economic and financial matters X
6 At least one foreign language spoken and written communication having the ability ("European Language Portfolio Global Scale", Level B2 X
7 they internalize the knowledge and problem-solving skills, ability to apply interdisciplinary studies X
Değerlendirme Sistemi
Yarıyıl Çalışmaları Katkı Oranı
1. Ara Sınav 40
1. Kısa Sınav 20
1. Ödev 20
2. Kısa Sınav 20
Toplam 100
1. Yıl İçinin Başarıya 50
1. Final 50
Toplam 100
AKTS - İş Yükü Etkinlik Sayı Süre (Saat) Toplam İş Yükü (Saat)
Course Duration (Including the exam week: 16x Total course hours) 16 3 48
Hours for off-the-classroom study (Pre-study, practice) 16 6 96
Mid-terms 1 1 1
Quiz 1 1 1
Final examination 1 1 1
Toplam İş Yükü 147
Toplam İş Yükü / 25 (Saat) 5,88
Dersin AKTS Kredisi 6